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Estimation
Volatility
40,903
Volatilität
40,635
Theorie
27,287
Theory
26,669
Stochastischer Prozess
17,191
Stochastic process
16,750
Optionspreistheorie
14,803
Option pricing theory
14,344
Schätzung
10,823
Börsenkurs
10,276
Share price
10,114
Markov chain
7,864
Kapitaleinkommen
7,761
Capital income
7,729
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7,570
ARCH-Modell
6,807
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6,731
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6,190
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6,126
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5,976
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5,951
United States
5,771
Incomplete market
5,744
Welt
5,308
World
5,207
Wechselkurs
4,917
Exchange rate
4,817
Prognoseverfahren
4,781
Zeitreihenanalyse
4,729
Forecasting model
4,709
Portfolio-Management
4,632
Time series analysis
4,608
Portfolio selection
4,601
Risk
4,032
Risiko
4,000
Finanzmarkt
3,882
Financial market
3,786
Derivat
3,492
Derivative
3,483
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Free
3,743
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3,287
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6,292
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6,018
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Collection of articles written by one author
66
Sammlung
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33
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26
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18
Sammelwerk
18
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13
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11
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8
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8
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6
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5
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4
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10,360
German
198
French
16
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7
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7
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Gupta, Rangan
97
McAleer, Michael
88
Caporale, Guglielmo Maria
58
Pierdzioch, Christian
51
Bollerslev, Tim
49
Härdle, Wolfgang
41
Gil-Alaña, Luis A.
40
Todorov, Viktor
40
Belke, Ansgar
39
Bahmani-Oskooee, Mohsen
35
Engle, Robert F.
35
Balcilar, Mehmet
34
Bouri, Elie
32
Hautsch, Nikolaus
31
Herwartz, Helmut
31
Asai, Manabu
29
Döpke, Jörg
26
Koopman, Siem Jan
26
Ma, Feng
26
Caporin, Massimiliano
25
Chang, Chia-Lin
25
Buch, Claudia M.
24
Wohar, Mark E.
24
Pesaran, M. Hashem
23
Andersen, Torben
22
Rodriguez, Gabriel
22
Cheung, Yin-Wong
21
Kumar, Dilip
21
Mumtaz, Haroon
21
Xuan Vinh Vo
21
Lettau, Martin
20
Chan, Joshua
19
Dijk, Dick van
19
Marcellino, Massimiliano
19
Spagnolo, Nicola
19
Diebold, Francis X.
18
Guérin, Pierre
18
Mensi, Walid
18
Mittnik, Stefan
18
Tauchen, George Eugene
18
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National Bureau of Economic Research
95
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Federal Reserve Bank of St. Louis
6
Forschungsinstitut zur Zukunft der Arbeit
6
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Verlag Dr. Kovač
4
Centre for Analytical Finance <Århus>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of New York
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
European University Institute / Department of Economics
2
Goethe-Universität Frankfurt am Main
2
Institute of European Finance <Bangor, Gwynedd>
2
Institute of Finance and Accounting <London>
2
Internationaler Währungsfonds / Research Department
2
National Institute of Economic and Social Research
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Shaker Verlag
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Strathclyde / Department of Economics
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Australian National University / Centre for Economic Policy Research
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
1
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Energy economics
164
Applied economics
159
Economic modelling
145
Finance research letters
138
Journal of econometrics
129
International review of economics & finance : IREF
128
International review of financial analysis
123
Working paper
106
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of banking & finance
100
Applied economics letters
99
Journal of empirical finance
95
Working paper / National Bureau of Economic Research, Inc.
93
NBER working paper series
91
The journal of futures markets
87
Applied financial economics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
NBER Working Paper
80
Research in international business and finance
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Journal of international financial markets, institutions & money
74
Journal of international money and finance
73
CESifo working papers
72
Discussion paper / Tinbergen Institute
72
Economics letters
71
Discussion paper / Centre for Economic Policy Research
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
International journal of forecasting
59
Journal of risk and financial management : JRFM
58
International journal of finance & economics : IJFE
57
The European journal of finance
54
Journal of economic dynamics & control
48
Journal of financial economics
47
Journal of applied econometrics
45
Quantitative finance
43
Discussion paper series / IZA
42
Econometric reviews
42
International Journal of Energy Economics and Policy : IJEEP
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International journal of economics and finance
40
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Source
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ECONIS (ZBW)
10,578
RePEc
7
BASE
1
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
10,588
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling intraday stochastic
volatility
and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
2
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
3
Estimating stochastic
volatility
with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
4
Regime-switching stochastic
volatility
model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
5
Performance comparison of alternative stochastic
volatility
models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 931-965
Persistent link: https://www.econbiz.de/10011944457
Saved in:
7
Optimizing bounds on security prices in incomplete markets : does stochastic
volatility
specification matter?
Marroquín-Martínez, Naroa
;
Moreno, Manuel
- In:
European journal of operational research : EJOR
225
(
2013
)
3
,
pp. 429-442
Persistent link: https://www.econbiz.de/10009706918
Saved in:
8
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
9
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
10
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
Saved in:
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